The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps

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Datum:2012
Hauptverfasser: D. Gusak, Ie. Karnaukh
Format: Artikel
Sprache:English
Veröffentlicht: 2012
Schriftenreihe:Theory of Stochastic Processes
Online Zugang:http://jnas.nbuv.gov.ua/article/UJRN-0000728788
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Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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spelling open-sciencenbuvgovua-934402024-04-17T16:58:37Z The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps D. Gusak Ie. Karnaukh 0321-3900 2012 en Theory of Stochastic Processes http://jnas.nbuv.gov.ua/article/UJRN-0000728788 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Theory of Stochastic Processes
spellingShingle Theory of Stochastic Processes
D. Gusak
Ie. Karnaukh
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
format Article
author D. Gusak
Ie. Karnaukh
author_facet D. Gusak
Ie. Karnaukh
author_sort D. Gusak
title The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
title_short The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
title_full The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
title_fullStr The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
title_full_unstemmed The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
title_sort unified form of pollaczek-khinchine formula for levy processes with matrix-exponential negative jumps
publishDate 2012
url http://jnas.nbuv.gov.ua/article/UJRN-0000728788
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AT dgusak unifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps
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first_indexed 2025-07-22T13:18:51Z
last_indexed 2025-07-22T13:18:51Z
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